Sancho's absence from match action in the Cup and League this week has fueled fresh talk of United being close to signing the England internatioal.
But Zorc has shut down the claims, insisting Sancho will not be sold.
"I have already repeated 27 times that this door is closed!" he snapped, speaking to Sky Deutschland.
In this 2020/21 season, Sancho has played three matches for Borussia, scoring one goal and creating two assists.